VWAP pullback
0/2
NIFTYBEES.NS close 258.50 vs VWAP 257.91 (distance 0.23%); pullback seen, rejection not confirmed.
Direction-aware premium selling built from trend, IV and open-interest positioning.
RANGE · IVR 43No directional trigger. Current move: +10.8 points. Wait for a confirmed move of at least ±20 points — pure directional mode never opens a neutral position.
| CE OI | ΔCE OI | CE LTP | Strike | PE LTP | ΔPE OI | PE OI |
|---|---|---|---|---|---|---|
| 31,137 | -4,364 | 259.0 | 22,400 | 6.2 | 173,557 | 349,771 |
| 21,350 | -6,205 | 211.6 | 22,450 | 9.0 | 150,460 | 243,694 |
| 69,120 | -52,074 | 166.3 | 22,500 | 13.7 | 362,600 | 550,772 |
| 86,219 | -13,399 | 123.6 | 22,550 | 20.9 | 374,774 | 455,027 |
| 244,213 | 80,404 | 85.9 | 22,600 | 33.2 | 594,376 | 672,404 |
| 286,762 | 186,680 | 54.8 | 22,650 | 52.4 | 411,689 | 429,406 |
| 409,335 | 238,142 | 32.4 | 22,700 | 80.8 | 206,431 | 240,183 |
| 258,250 | 163,572 | 17.6 | 22,750 | 116.4 | 59,920 | 70,842 |
| 354,551 | 133,358 | 9.2 | 22,800 | 157.0 | 44,091 | 64,161 |
| 183,603 | 87,190 | 4.6 | 22,850 | 202.0 | 7,386 | 10,899 |
| 270,320 | 98,019 | 2.4 | 22,900 | 249.9 | 6,369 | 14,150 |
Marker shows spot location between the strongest put and call open-interest walls.
| Time (IST) | Verdict | Strategy | Short strikes | Credit | POP |
|---|---|---|---|---|---|
| 06 Oct, 11:01 | NO GO | Wait For Direction | — | — | — |
| 22 Sep, 11:52 | NO GO | Wait For Direction | — | — | — |
| 15 Sep, 11:44 | NO GO | Short Call | 23,500 CE | 13.45 | 67.9% |
| 01 Sep, 14:23 | NO GO | Wait For Direction | — | — | — |
| 01 Sep, 10:50 | NO GO | Wait For Direction | — | — | — |
| 01 Sep, 10:43 | NO GO | Wait For Direction | — | — | — |
| 01 Sep, 10:37 | NO GO | Wait For Direction | — | — | — |
| 01 Sep, 10:14 | NO GO | Wait For Direction | — | — | — |
| 31 Aug, 12:37 | NO GO | Wait For Direction | — | — | — |
| 31 Aug, 11:26 | NO GO | Wait For Direction | — | — | — |
| 31 Aug, 10:38 | NO GO | Wait For Direction | — | — | — |
| 28 Aug, 15:30 | NO GO | Wait For Direction | — | — | — |
| 28 Aug, 15:25 | NO GO | Wait For Direction | — | — | — |
| 28 Aug, 15:19 | NO GO | Wait For Direction | — | — | — |
| 28 Aug, 15:14 | NO GO | Wait For Direction | — | — | — |
| 28 Aug, 15:09 | NO GO | Wait For Direction | — | — | — |
| 28 Aug, 15:04 | NO GO | Wait For Direction | — | — | — |
| 28 Aug, 14:50 | NO GO | Wait For Direction | — | — | — |
| 28 Aug, 14:33 | NO GO | Wait For Direction | — | — | — |
| 28 Aug, 14:17 | NO GO | Wait For Direction | — | — | — |
For educational and analytical use only. This is not investment advice. Naked option selling has limited reward and potentially catastrophic loss; a naked call has unlimited theoretical loss. Verify quotes, margin and stops independently.